2020/08/14 by Witold Bednorz, Bednorz, Witold, Anna Talarczyk +1
Economics, Econometrics and Finance · Mathematics · #60G17 #Economic theories and models #FOS: Mathematics #Nonlinear Differential Equations Analysis #Primary: 60H15 #Probability (math.PR) #Secondary: 60G52 #Stochastic processes and financial applications #math.PR #msc:60G17 #msc:60G52 #msc:60H15
paper · pdf · doi:10.48550/arxiv.2008.06308
12 pages
arxiv created 2020/08/14 · openalex publication_date 2020/08/14 · arxiv updated 2020/08/17 · openalex created_date 2024/04/10 · openalex updated_date 2026/07/28
In this paper we consider the existence of weakly càdlàg versions of a solution to a linear equation in a Hilbert space H, driven by a Levy process taking values in a Hilbert space U. In particular we are interested in diagonal type processes, where process on coordinates are functionals of independent α stable symmetric process. We give the if and only if characterization in this case. We apply the same techniques to obtain a sufficient condition for existence of a càdlàg versions of stable processes described as integrals of deterministic functions with respect to symmetric α-stable random measures with α∈[1,2).